B0841
Title: Real-time discriminant analysis in the presence of label and measurement noise
Authors: Iwein Vranckx - KU Leuven (Belgium)
Jakob Raymaekers - KU Leuven (Belgium)
Bart de Ketelaere - Katholieke Universiteit Leuven (Belgium)
Peter Rousseeuw - KU Leuven (Belgium)
Mia Hubert - KU Leuven (Belgium) [presenting]
Abstract: Quadratic discriminant analysis (QDA) is a widely used classification technique. Based on a training dataset, each class in the data is characterized by an estimate of its center and shape, which can then be used to assign unseen observations to one of the classes. The traditional QDA rule relies on the empirical mean and covariance matrix. Unfortunately, these estimators are sensitive to label and measurement noise which often impairs the models predictive ability. Robust estimators of location and scatter are resistant to this type of contamination. However, they have a prohibitive computational cost for large scale industrial experiments. We present a novel QDA method based on a recent real-time robust algorithm. We additionally integrate an anomaly detection step to classify the most atypical observations into a separate class of outliers. Finally, we introduce the class map. Its goal is to visualize aspects of the classification results to obtain insight into the data.
